Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51689.84 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48490.78 Kr¶

PnL: ---------------------------------------> -596.79 Kr¶

DD now: ---------------------------------> -0.49 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:37:19.420095'

Anic Portfolio¶

Today¶

Return: -0.402 %¶

This Week¶

Return: 8.758 %¶

Total¶

Return: 69.219 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 0.200000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 -0.070000 3532.780000 78.780000 2.280000 3453.999992
SAAB B 8 0.700000 3451.200000 74.200000 2.200000 3377.000000
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
Swedbank A 3 2.590000 606.300000 42.300000 7.500000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.000000 608.960000 34.960000 6.090000 573.999998
AcadeMedia 12 -0.730000 590.160000 33.160000 5.950000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.520000 381.100000 26.100000 7.350000 355.000000
OEM International B 7 0.130000 549.500000 21.500000 4.070000 527.999997
Intrum 4 0.330000 541.200000 14.200000 2.690000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Securitas B 6 -0.460000 576.480000 6.480000 1.140000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Handelsbanken A 5 0.600000 546.500000 0.500000 0.090000 546.000000
Midsona B 63 -2.010000 583.380000 0.380000 0.070000 582.999984
Corem Property Group B 59 -0.910000 576.140000 -0.860000 -0.150000 576.999999
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Boozt 12 0.220000 1648.800000 -5.200000 -0.310000 1653.999996
Essity B 2 0.040000 550.200000 -23.800000 -4.150000 574.000000
Sampo Oyj SDB 7 -0.460000 3815.000000 -35.000000 -0.910000 3850.000000
CTEK 13 -2.000000 496.340000 -37.660000 -7.050000 533.999999
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Fasadgruppen Group 38 -0.550000 4088.800000 -52.200000 -1.260000 4140.999992
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 0.520000 4066.500000 -233.500000 -5.430000 4300.000005
Ovzon 64 -2.410000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48490.780000 -596.790000 -0.49002% 49087.564636

Updated:¶

'2023-01-31 09:37:32.631529'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶